Quantile Regression Forests vs. Random Forests#
An example comparison between the estimates generated by a quantile regression forest and a standard random forest regressor on a synthetic, right-skewed dataset. In a right-skewed distribution, the mean is to the right of the median. As illustrated by a greater overlap in the frequencies of the actual and predicted values, the median (quantile = 0.5) estimated by a quantile regressor can be a more reliable estimator of a skewed distribution than the mean.